/******************************************************************************* * Copyright (c) 2015-2018 Skymind, Inc. * * This program and the accompanying materials are made available under the * terms of the Apache License, Version 2.0 which is available at * https://www.apache.org/licenses/LICENSE-2.0. * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the * License for the specific language governing permissions and limitations * under the License. * * SPDX-License-Identifier: Apache-2.0 ******************************************************************************/ // // @author Yurii Shyrma (iuriish@yahoo.com), created on 23.11.2017 // #include #if NOT_EXCLUDED(OP_huber_loss) #include namespace nd4j { namespace ops { ////////////////////////////////////////////////////////////////////////// CUSTOM_OP_IMPL(huber_loss, 3, 1, false, 1, 1) { auto predictions = INPUT_VARIABLE(0); auto weights = INPUT_VARIABLE(1); auto labels = INPUT_VARIABLE(2); auto output = OUTPUT_VARIABLE(0); int reductionMode = INT_ARG(0); // 0 - "none"; 1 - "weighted_sum"; 2 - "weighted_mean"; 3 - "weighted_sum_by_nonzero_weights" // FIXME: double? double delta = T_ARG(0); // input validation REQUIRE_TRUE(labels->isSameShape(predictions), 0, "HUBER_LOSS OP: labels and predictions arrays must have the same shapes, but got %s and %s correspondingly !", ShapeUtils::shapeAsString(labels).c_str(), ShapeUtils::shapeAsString(predictions).c_str()); // weights array can be single scalar or has the same rank as labels, and must be broadcastable to labels REQUIRE_TRUE(weights->isScalar() || weights->rankOf() == labels->rankOf(), 0, "HUBER_LOSS OP: weights array should be scalar or have the same rank as labels array, but got %i and %i correspondingly!", weights->rankOf(), labels->rankOf()); // check whether broadcast operation is possible for weights array REQUIRE_TRUE(weights->isScalar() || ShapeUtils::areShapesBroadcastable(*weights, *labels), 0, "HUBER_LOSS OP: shapes of weights and labels arrays should be broadcastable, but got weights = %s and labels = %s instead!", ShapeUtils::shapeAsString(weights).c_str(), ShapeUtils::shapeAsString(labels).c_str()); // only 4 possible reduction modes exist REQUIRE_TRUE(reductionMode==0 || reductionMode==1 || reductionMode==2 || reductionMode==3, 0, "HUBER_LOSS OP: reduction mode value is not acceptable, possible values are 0, 1, 2, 3, but got %i instead!", reductionMode); // perform weights broadcasting/tile to predictions if needed auto weightsBroad = weights; if(!weights->isScalar() && !weights->isSameShape(predictions)) weightsBroad = new NDArray(weights->tileToShape(predictions->getShapeInfo())); auto error = *predictions - *labels; error.applyTransform(transform::Abs); NDArray quadratic(error.getShapeInfo(), block.getWorkspace()); error.applyScalar(scalar::MinPairwise, delta, &quadratic); NDArray E = quadratic * quadratic * 0.5f + (error - quadratic)*delta; // multiply E on weights E *= *weightsBroad; switch (reductionMode) { case 0: { // 0 - "none", un-reduced weighted losses with the same shape as labels. output->assign(E); break; } case 1: { // 1 - "weighted_sum", output is scalar and equal to sum of all elements of E array E.reduceNumber(reduce::Sum, *output); break; } case 2: { // 2 - "weighted_mean", output is scalar and equal to sum of all elements of E array divided by sum of all elements of weightsBroad array NDArray sum; if (weights->isScalar()) sum = *weights * E.lengthOf(); else sum = weightsBroad->reduceNumber(reduce::Sum); if (sum.e(0) == 0.) *output = 0.; else output->assign(E.reduceNumber(reduce::Sum) / sum); break; } case 3: { // 3 - "weighted_sum_by_nonzero_weights", output is scalar and equal to scalar sum of all elements of E array divided by number of non-zero weights Nd4jLong numOfNonZeroWeights = 0; if(weights->isScalar()) { if(weights->e(0) != 0.) numOfNonZeroWeights = E.lengthOf(); } else { numOfNonZeroWeights = weightsBroad->reduceNumber(reduce::CountNonZero).e(0); } if (numOfNonZeroWeights == 0) (*output) = 0.; else output->assign(E.reduceNumber(reduce::Sum) / double(numOfNonZeroWeights)); break; } } if(weightsBroad != weights) delete weightsBroad; return Status::OK(); } ////////////////////////////////////////////////////////////////////////// DECLARE_TYPES(huber_loss) { getOpDescriptor()->setAllowedInputTypes(nd4j::DataType::ANY)->setAllowedOutputTypes({ALL_FLOATS}); } ////////////////////////////////////////////////////////////////////////// DECLARE_SHAPE_FN(huber_loss) { auto predictionsShapeInfo = inputShape->at(0); auto weightsShapeInfo = inputShape->at(1); auto labelsShapeInfo = inputShape->at(2); // labels and predictions must have the same shapes REQUIRE_TRUE(shape::shapeEquals(labelsShapeInfo, predictionsShapeInfo), 0, "HUBER_LOSS OP: labels and predictions arrays must have the same shapes, but got %s and %s correspondingly !", ShapeUtils::shapeAsString(labelsShapeInfo).c_str(), ShapeUtils::shapeAsString(predictionsShapeInfo).c_str()); // weights array can be single scalar or has the same rank as labels, and must be broadcastable to labels REQUIRE_TRUE(shape::isScalar(weightsShapeInfo) || shape::rank(weightsShapeInfo) == shape::rank(labelsShapeInfo), 0, "HUBER_LOSS OP: weights array should be scalar or have the same rank as labels array, but got %i and %i correspondingly!", shape::rank(weightsShapeInfo), shape::rank(labelsShapeInfo)); // check whether broadcast operation is possible for weights array REQUIRE_TRUE(shape::isScalar(weightsShapeInfo) || ShapeUtils::areShapesBroadcastable(weightsShapeInfo, labelsShapeInfo), 0, "HUBER_LOSS OP: shapes of weights and labels arrays should be broadcastable, but got weights = %s and labels = %s instead!", ShapeUtils::shapeAsString(weightsShapeInfo).c_str(), ShapeUtils::shapeAsString(labelsShapeInfo).c_str()); DataType outType = DataTypeUtils::pickFloatingType(ArrayOptions::dataType(predictionsShapeInfo)); Nd4jLong* outShapeInfo = nullptr; if(INT_ARG(0) != 0) // in this case output is scalar outShapeInfo = ConstantShapeHelper::getInstance()->scalarShapeInfo(outType); else // in this case output has the same shape as labels and predictions outShapeInfo = ConstantShapeHelper::getInstance()->createShapeInfo(ShapeDescriptor(outType, shape::order(labelsShapeInfo), shape::shapeOf(labelsShapeInfo), shape::rank(labelsShapeInfo))); return SHAPELIST(outShapeInfo); } ////////////////////////////////////////////////////////////////////////// CUSTOM_OP_IMPL(huber_loss_grad, 3, 3, false, 1, 1) { auto predictions = INPUT_VARIABLE(0); auto weights = INPUT_VARIABLE(1); auto labels = INPUT_VARIABLE(2); auto dLdp = OUTPUT_VARIABLE(0); // dL/dpredictions auto dLdw = OUTPUT_VARIABLE(1); // dL/dweights auto dLdl = OUTPUT_VARIABLE(2); // dL/dlabels auto delta = T_ARG(0); int reductionMode = INT_ARG(0); // 0 - "none"; 1 - "weighted_sum"; 2 - "weighted_mean"; 3 - "weighted_sum_by_nonzero_weights" // take into account Alex's proposition to treat "none" the same as "weighted_sum" mode when calculating gradients if(reductionMode == 0) reductionMode = 1; // inputs validation REQUIRE_TRUE(labels->isSameShape(predictions), 0, "HUBER_LOSS_GRAD OP: labels and predictions arrays must have the same shapes, but got %s and %s correspondingly !", ShapeUtils::shapeAsString(labels).c_str(), ShapeUtils::shapeAsString(predictions).c_str()); // weights array can be single scalar or has the same rank as labels, and must be broadcastable to labels REQUIRE_TRUE(weights->isScalar() || weights->rankOf() == labels->rankOf(), 0, "HUBER_LOSS_GRAD OP: weights array should be scalar or have the same rank as labels array, but got %i and %i correspondingly!", weights->rankOf(), labels->rankOf()); // check whether broadcast operation is possible for weights array REQUIRE_TRUE(weights->isScalar() || ShapeUtils::areShapesBroadcastable(*weights, *labels), 0, "HUBER_LOSS_GRAD OP: shapes of weights and labels arrays should be broadcastable, but got weights = %s and labels = %s instead!", ShapeUtils::shapeAsString(weights).c_str(), ShapeUtils::shapeAsString(labels).c_str()); // only 4 possible reduction modes exist REQUIRE_TRUE(reductionMode==0 || reductionMode==1 || reductionMode==2 || reductionMode==3, 0, "HUBER_LOSS_GRAD OP: reduction mode value is not acceptable, possible values are 0, 1, 2, 3, but got %i instead!", reductionMode); // perform weights broadcasting/tile to labels if needed auto weightsBroad = weights; if(!weights->isScalar() && !weights->isSameShape(predictions)) weightsBroad = new NDArray(weights->tileToShape(predictions->getShapeInfo())); NDArray diff = *predictions - *labels; NDArray absDiff(diff); absDiff.applyTransform(transform::Abs); NDArray quadratic(absDiff); absDiff.applyScalar(scalar::MinPairwise, delta, &quadratic); NDArray E = quadratic * quadratic * 0.5f + (absDiff - quadratic)*delta; NDArray lteMask(diff.getShapeInfo(), BOOL, true, block.launchContext()); absDiff.applyScalar(scalar::LessThanOrEqual, delta, <eMask); NDArray gtMask(diff.getShapeInfo(), BOOL, true, block.launchContext()); absDiff.applyScalar(scalar::GreaterThan, delta, >Mask); NDArray signDiff(diff); diff.applyTransform(transform::Sign, &signDiff); auto gtMaskFloat = *gtMask.cast(diff.dataType()); auto lteMaskFloat = *lteMask.cast(diff.dataType()); dLdp->assign( lteMaskFloat * diff + gtMaskFloat * delta * signDiff); dLdl->assign(-lteMaskFloat * diff - gtMaskFloat * delta * signDiff); switch (reductionMode) { case 1: { // 1 - "none" and "weighted_sum", output is scalar and equal to sum of all elements of E array *dLdp *= *weightsBroad; *dLdl *= *weightsBroad; if(weights->isScalar()) dLdw->assign(E.reduceNumber(reduce::Sum)); else if(weights != weightsBroad) { std::vector axesToReduceAlong = ShapeUtils::evalBroadcastBackwardAxis(weights->getShapeInfo(), weightsBroad->getShapeInfo()); E.reduceAlongDimension(reduce::Sum, dLdw, axesToReduceAlong, true, false, false); } else dLdw->assign(E); break; } case 2: { // 2 - "weighted_mean", output is scalar and equal to sum of all elements of E array divided by sum of all elements of weightsBroad array NDArray sum; if (weights->isScalar()) sum = (*weights) * E.lengthOf(); else sum = weightsBroad->reduceNumber(reduce::Sum); if (sum.e(0) == 0.) { *dLdp = 0.; *dLdl = 0.; *dLdw = 0.; } else { *dLdp *= *weightsBroad / sum; *dLdl *= *weightsBroad / sum; if(weights->isScalar()) *dLdw = 0.; else if(weights != weightsBroad) { std::vector axesToReduceAlong = ShapeUtils::evalBroadcastBackwardAxis(weights->getShapeInfo(), weightsBroad->getShapeInfo()); ((E * sum - (E * *weightsBroad).reduceNumber(reduce::Sum)) / (sum*sum)).reduceAlongDimension(reduce::Sum, dLdw, axesToReduceAlong, true, false, false); } else dLdw->assign((E * sum - (E * *weightsBroad).reduceNumber(reduce::Sum)) / (sum*sum)); } break; } case 3: { // 3 - "weighted_sum_by_nonzero_weights", output is scalar and equal to scalar sum of all elements of E array divided by number of non-zero weights Nd4jLong numOfNonZeroWeights = 0; if(weights->isScalar()) { if(weights->e(0) != 0.) numOfNonZeroWeights = E.lengthOf(); } else numOfNonZeroWeights = weightsBroad->reduceNumber(reduce::CountNonZero).e(0); if (numOfNonZeroWeights == 0) { *dLdp = 0.; *dLdl = 0.; *dLdw = 0.; } else { auto numOfNonZeroWeightsScalar = NDArrayFactory::create(dLdw->dataType(), numOfNonZeroWeights, block.launchContext()); if(weights->isScalar()) dLdw->assign(E.reduceNumber(reduce::Sum) / double(numOfNonZeroWeights)); else if(weights != weightsBroad) { std::vector axesToReduceAlong = ShapeUtils::evalBroadcastBackwardAxis(weights->getShapeInfo(), weightsBroad->getShapeInfo()); E.reduceAlongDimension(reduce::Sum, dLdw, axesToReduceAlong, true, false, false); *dLdw /= numOfNonZeroWeightsScalar; } else dLdw->assign(E / numOfNonZeroWeightsScalar); NDArray temp = *weightsBroad / numOfNonZeroWeightsScalar; *dLdp *= temp; *dLdl *= temp; } break; } } if(weightsBroad != weights) delete weightsBroad; return Status::OK(); } DECLARE_TYPES(huber_loss_grad) { getOpDescriptor()->setAllowedInputTypes(nd4j::DataType::ANY)->setAllowedOutputTypes({ALL_FLOATS}); } DECLARE_SHAPE_FN(huber_loss_grad) { auto predictionsShapeInfo = inputShape->at(0); auto weightsShapeInfo = inputShape->at(1); auto labelsShapeInfo = inputShape->at(2); // labels and predictions must have the same shapes REQUIRE_TRUE(shape::shapeEquals(labelsShapeInfo, predictionsShapeInfo), 0, "HUBER_LOSS_GRAD OP: labels and predictions arrays must have the same shapes, but got %s and %s correspondingly !", ShapeUtils::shapeAsString(labelsShapeInfo).c_str(), ShapeUtils::shapeAsString(predictionsShapeInfo).c_str()); // weights array can be single scalar or has the same rank as labels, and must be broadcastable to labels REQUIRE_TRUE(shape::isScalar(weightsShapeInfo) || shape::rank(weightsShapeInfo) == shape::rank(labelsShapeInfo), 0, "HUBER_LOSS_GRAD OP: weights array should be scalar or have the same rank as labels array, but got %i and %i correspondingly!", shape::rank(weightsShapeInfo), shape::rank(labelsShapeInfo)); // check whether broadcast operation is possible for weights array REQUIRE_TRUE(shape::isScalar(weightsShapeInfo) || ShapeUtils::areShapesBroadcastable(weightsShapeInfo, labelsShapeInfo), 0, "HUBER_LOSS_GRAD OP: shapes of weights and labels arrays should be broadcastable, but got weights = %s and labels = %s instead!", ShapeUtils::shapeAsString(weightsShapeInfo).c_str(), ShapeUtils::shapeAsString(labelsShapeInfo).c_str()); DataType outType = DataTypeUtils::pickFloatingType(ArrayOptions::dataType(predictionsShapeInfo)); Nd4jLong *dLdpShapeInfo = ShapeBuilders::copyShapeInfoAndType(predictionsShapeInfo, outType, false, block.getWorkspace()); Nd4jLong *dLdwShapeInfo = ShapeBuilders::copyShapeInfoAndType(weightsShapeInfo, outType, false, block.getWorkspace()); Nd4jLong *dLdlShapeInfo = ShapeBuilders::copyShapeInfoAndType(labelsShapeInfo, outType, false, block.getWorkspace()); return SHAPELIST(dLdpShapeInfo, dLdwShapeInfo, dLdlShapeInfo); } } } #endif